In python 3.9 you can add below path(scripts path) to your environment variable

C:\Users\ASUS\AppData\Local\Programs\Python\Python39\Scripts

Once the path is added, open a fresh CMD window and type pip --version.

You can see your pip version pip 20.2.4

You can install pip for python3.9 using get-pip.py as the official documentation as well as the github page describes it:

curl https://bootstrap.pypa.io/get-pip.py -o get-pip.py
python3.9 get-pip.py

This script will also place binaries in your ~/.local/bin, so you can optionally add this directory to PATH.

echo 'export PATH=~/.local/bin/:$PATH' >> ~/.bashrc
source ~/.bashrc

When you do that, you might want to remove ~/.local/bin/pip and ~/.local/bin/pip3 and only keep ~/.local/bin/pip3.9 to not replace the already available commands.

Finally, check the proper installation:

$ pip3.9 -V
pip 21.0.1 from /home/user/.local/lib/python3.9/site-packages/pip (python 3.9)

As you're "new to Linux", I won't suggest compiling from source. Instead, there is a PPA that you'll need to add to apt so that you can use 3.9. Here are the steps:

0. Open Terminal (if it's not already open)
1. Update apt and confirm that you have the prerequisites installed:

   sudo apt update
   sudo apt install software-properties-common
   

2. The PPA you'll need to add is maintained by "deadsnakes", so let's add that:

   sudo add-apt-repository ppa:deadsnakes/ppa
   

   You'll be asked if you want to continue. Press Enter to do so.
3. Update apt again:

   sudo apt update
   

4. Install Python 3.9:

   sudo apt install python3.9
   

5. Confirm that the installation was successful:

   python3.9 --version 
   

   You should see:

   Python 3.9.1+
   

That's all there is to it. When you use anything that specifically requires Python 3.9, be sure to use python3.9 as the command, not python or python3.

Warning: Do not remove the default version of Python(3.x) which was preinstalled in Ubuntu, even if you install Python 3.9. Removing the default python version may break your system.

You don't need to install pip separately

You should be able to refer to it as such

python3.9 -m pip install